6

Time series aggregation, disaggregation, and long memory

Year:
2007
Language:
english
File:
PDF, 121 KB
english, 2007
8

Rejoinder by authors

Year:
2005
Language:
english
File:
PDF, 121 KB
english, 2005
14

Renewal regime switching and stable limit laws

Year:
2005
Language:
english
File:
PDF, 344 KB
english, 2005
18

Long memory and stochastic trend

Year:
2003
Language:
english
File:
PDF, 192 KB
english, 2003
22

Testing and estimating in the change-point problem of the spectral function

Year:
1992
Language:
english
File:
PDF, 766 KB
english, 1992
23

A generalized fractionally differencing approach in long-memory modeling

Year:
1995
Language:
english
File:
PDF, 639 KB
english, 1995
24

Testing for parameter changes in ARCH models

Year:
1999
Language:
english
File:
PDF, 593 KB
english, 1999
26

A Multinomial Model for a Bond Market

Year:
2004
Language:
english
File:
PDF, 112 KB
english, 2004
32

Effect of aggregation on estimators in AR(1) sequence

Year:
2009
Language:
english
File:
PDF, 458 KB
english, 2009
36

Aggregation in ARCH Models

Year:
2002
Language:
english
File:
PDF, 163 KB
english, 2002
37

Weak convergence of two-parameter empirical fields in change-point problems

Year:
1988
Language:
english
File:
PDF, 294 KB
english, 1988
38

Change-point in the mean of dependent observations

Year:
1998
Language:
english
File:
PDF, 328 KB
english, 1998